The shafts of golf clubs are often made from tubular bodies of metal or composite materials. When a ball is struck with the golf club, the shaft is prone to vibration. Such vibrations can influence play of the game, and can also be uncomfortable for the player. As a consequence, various attempts have been made to dampen the vibration of golf club shafts. In some instances, devices or coatings have been applied to the exterior of the shaft. In other instances, insert members are placed within a hollow shaft. One specific insert member comprises a rigid central member having a strip of polymeric foam wound thereabout. Any vibration damping insert should be low in cost, easy to fabricate and simple to use. Also, any vibration damping device should not adversely affect the balance or play of the club.